Most amateurs use too little paint on the roller, for example Mike said he gets 3 columns per fill, which isn't really enough paint. I usually get 1 column per fill, with a few inches overlap. I start with a full load about 2' off the bottom, go up and back down. If you start right at the top or bottom, you'll drop too much paint in one spot to be leveled out. By the time I get back down to the bottom and my roller is mostly out of paint, I pick up that big load on the wall where I started, which is enough to spread over the bottom 2'. I always orient my roller the same way, and I always finish the column going down as I feather out the edge. You could always finish on an upstroke, I just find it easier to finish down, just habit.
Rolling paint horizontally on a wall is a major pain. If you find you need to do that to avoid crosshatching, then you're either not using enough paint per coat, or you're not feathering your edge correctly (or your roller cover doesn't have a nice beveled edge.)